БЮЛЛЕТЕНЬ ЦБ РФ от 01.06.2001 n 19 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 1 июня 2001 г. N 19
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 17.312 млн. руб. по номиналу имела следующие параметры:
----------T--------T--------------------T--------T-------T-------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доход- ¦Оборот ¦Номер ¦
¦погашения¦ торгов +------T------T------+ность ¦ (млн. ¦выпуска¦
¦ ¦ ¦ мин. ¦макс. ¦закр. ¦(% год.)¦ руб. ¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ по ¦вочно) ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦31.07.01 ¦29.05.01¦ 98.00¦ 98.00¦ 98.00¦ 11.82 ¦ 0.80 ¦ 21145 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.05.01¦ 98.0О¦ 98.15¦ 98.15¦ 11.46 ¦ 0.13 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.06.01¦ 98.10¦ 98.10¦ 98.10¦ 11.78 ¦ 1.53 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.10.01 ¦01.06.01¦ 95.23¦ 95.23¦ 95.23¦ 14.74 ¦ 0.67 ¦ 21148 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦28.05.01¦ 94.84¦ 94.84¦ 94.84¦ 13.99 ¦ 0.05 ¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.05.01¦ 94.55¦ 94.55¦ 94.55¦ 15.03 ¦ 3.24 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.05.01¦ 94.97¦ 94.97¦ 94.97¦ 13.91 ¦ 0.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.06.01¦ 94.78¦ 94.78¦ 94.78¦ 14.57 ¦ 1.38 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦29.05.01¦ 93.95¦ 93.96¦ 93.95¦ 13.91 ¦ 5.71 ¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.05.01¦ 94.05¦ 94.05¦ 94.05¦ 13.83 ¦ 0.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.06.01¦ 93.63¦ 93.63¦ 93.63¦ 14.96 ¦ 0.50 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦28.05.01¦ 88.26¦ 83.26¦ 88.26¦ 16.80 ¦ 3.00 ¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.06.01¦ 88.32¦ 88.32¦ 88.32¦ 16.94 ¦ 0.30 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3732.064 млн. руб. по номиналу имела следующие параметры:
----------T--------T-------T--------------------T------T-------T------¬
¦ Дата ¦ Дата ¦Накоп- ¦ Цены облигаций ¦Доход-¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ленный +------T------T------+ность ¦ (млн. ¦выпус-¦
¦ ¦ ¦доход ¦ мин. ¦макс. ¦закр. ¦(% ¦ руб. ¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦ по ¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.08.01 ¦30.05.01¦ 5.75 ¦100.55¦101.48¦101.48¦ 16.82¦ 7.84¦ 25024¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 5.81 ¦101.48¦101.50¦101.50¦ 12.55¦ 1.95¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦12.09.01 ¦28.05.01¦ 2.88 ¦100.00¦100.08¦100.07¦ 14.09¦ 20.55¦ 25023¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.06.01¦ 2.92 ¦100.06¦100.11¦100.07¦ 13.97¦ 91.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.01¦ 2.95 ¦100.01¦100.10¦100.05¦ 14.11¦ 71.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 2.99 ¦ 99.97¦100.05¦ 99.98¦ 14.34¦ 142.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 3.03 ¦ 99.99¦100.05¦ 99.99¦ 14.27¦ 30.60¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.01 ¦28.05.01¦ 0.00 ¦ 92.45¦ 92.61¦ 92.45¦ 15.25¦ 76.02¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 0.00 ¦ 92.45¦ 92.55¦ 92.45¦ 15.27¦ 77.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.O1¦ 0.00 ¦ 92.30¦ 92.59¦ 92.30¦ 15.69¦ 39.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 0.00 ¦ 92.40¦ 92.52¦ 92.44¦ 15.57¦ 86.61¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 0.00 ¦ 92.30¦ 92.37¦ 92.30¦ 15.89¦1313.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦28.05.01¦ 1.00 ¦100.38¦100.50¦100.50¦ 16.73¦ 9.73¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 1.10 ¦100.21¦100.49¦100.49¦ 16.63¦ 73.83¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.01¦ 1.20 ¦100.28¦100.38¦100.30¦ 16.72¦ 50.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 1.20 ¦100.31¦100.49¦100.49¦ 16.57¦ 26.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 1.30 ¦100.31¦100.59¦100.52¦ 16.38¦ 41.16¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.02 ¦31.05.01¦ 2.11 ¦ 92.00¦ 92.00¦ 92.00¦ 21.86¦ 0.01¦ 25014¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦28.05.01¦ 0.30 ¦100.10¦100.29¦100.22¦ 16.92¦ 1.43¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 0.30 ¦ 99.95¦100.26¦100.00¦ 16.87¦ 61.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.01¦ 0.40 ¦100.00¦100.21¦100.08¦ 17.00¦ 41.87¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 0.40 ¦100.09¦100.14¦100.14¦ 16.99¦ 20.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 0.50 ¦100.13¦100.18¦100.18¦ 16.92¦ 5.45¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦28.05.01¦ 4.50 ¦100.20¦100.30¦100.30¦ 17.00¦ 4.41¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 4.60 ¦100.11¦100.25¦100.23¦ 17.00¦ 82.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.01¦ 4.60 ¦100.00¦100.11¦100.11¦ 17.27¦ 51.85¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 4.70 ¦100.07¦100.26¦100.18¦ 17.07¦ 29.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 4.70 ¦100.20¦100.28¦100.28¦ 17.03¦ 46.64¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦28.05.01¦ 3.70 ¦100.06¦100.16¦100.12¦ 17.07¦ 15.83¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 3.80 ¦100.00¦100.11¦100.00¦ 17.14¦ 122.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.01¦ 3.80 ¦ 99.90¦100.00¦100.00¦ 17.25¦ 81.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 3.90 ¦100.00¦100.10¦100.05¦ 17.12¦ 44.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 4.00 ¦ 99.99¦100.05¦100.05¦ 17.08¦ 26.98¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦28.05.01¦ 2.60 ¦ 98.00¦ 98.50¦ 98.16¦ 17.04¦ 37.93¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 2.60 ¦ 98.00¦ 98.17¦ 98.09¦ 17.13¦ 33.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.01¦ 2.70 ¦ 97.70¦ 97.90¦ 97.85¦ 17.39¦ 39.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 2.70 ¦ 97.81¦ 98.00¦ 98.00¦ 17.31¦ 15.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 2.80 ¦ 98.00¦ 98.05¦ 98.05¦ 17.14¦ 18.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦28.05.01¦ 1.80 ¦ 96.80¦ 96.95¦ 96.91¦ 17.29¦ 6.16¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 1.90 ¦ 96.50¦ 96.87¦ 96.50¦ 17.53¦ 8.66¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.01¦ 1.90 ¦ 96.50¦ 96.80¦ 96.63¦ 17.48¦ 15.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 2.00 ¦ 96.50¦ 96.80¦ 96.80¦ 17.47¦ 50.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 2.00 ¦ 96.70¦ 97.00¦ 97.00¦ 17.40¦ 1.31¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦28.05.01¦ 1.00 ¦ 96.70¦ 96.92¦ 96.70¦ 17.41¦ 1.87¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 1.10 ¦ 96.40¦ 96.54¦ 96.50¦ 17.74¦ 26.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.01¦ 1.20 ¦ 96.32¦ 96.55¦ 96.55¦ 17.71¦ 0.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 1.20 ¦ 96.43¦ 96.60¦ 96.55¦ 17.68¦ 24.87¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 1.30 ¦ 96.75¦ 96.89¦ 96.83¦ 17.36¦ 6.23¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦29.05.01¦ 2.06 ¦ 86.50¦ 86.50¦ 86.50¦ 19.52¦ 0.09¦ 26001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 2.11 ¦ 86.50¦ 86.50¦ 86.50¦ 19.55¦ 0.03¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦28.05.01¦ 0.30 ¦ 94.89¦ 95.10¦ 95.10¦ 18.07¦ 4.47¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 0.30 ¦ 94.55¦ 94.80¦ 94.80¦ 18.34¦ 22.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.01¦ 0.40 ¦ 94.50¦ 94.75¦ 94.75¦ 18.25¦ 18.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 0.40 ¦ 94.60¦ 94.80¦ 94.65¦ 18.29¦ 24.84¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 0.50 ¦ 94.85¦ 94.95¦ 94.90¦ 18.07¦ 16.78¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦28.05.01¦ 4.50 ¦ 94.95¦ 95.08¦ 95.00¦ 18.14¦ 10.52¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 4.60 ¦ 94.40¦ 94.87¦ 94.71¦ 18.42¦ 19.41¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.01¦ 4.60 ¦ 94.35¦ 94.80¦ 94.80¦ 18.54¦ 3.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 4.70 ¦ 94.48¦ 94.62¦ 94.60¦ 18.42¦ 23.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 4.70 ¦ 94.80¦ 94.83¦ 94.83¦ 18.28¦ 8.04¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦28.05.01¦ 3.70 ¦ 93.50¦ 93.77¦ 93.69¦ 18.38¦ 52.28¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 3.80 ¦ 93.40¦ 93.60¦ 93.44¦ 18.45¦ 56.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.O1¦ 3.80 ¦ 93.21¦ 93.50¦ 93.50¦ 18.55¦ 67.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 3.90 ¦ 93.40¦ 93.60¦ 93.40¦ 18.41¦ 19.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 4.00 ¦ 93.55¦ 93.70¦ 93.60¦ 18.31¦ 12.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦28.05.01¦ 2.60 ¦ 91.30¦ 91.55¦ 91.40¦ 18.48¦ 11.83¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 2.60 ¦ 91.01¦ 91.29¦ 91.19¦ 18.72¦ 43.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.01¦ 2.70 ¦ 91.01¦ 91.48¦ 91.48¦ 18.59¦ 7.38¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 2.70 ¦ 91.20¦ 91.48¦ 91.29¦ 18.58¦ 14.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 2.80 ¦ 91.33¦ 91.45¦ 91.45¦ 18.52¦ 18.73¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦28.05.01¦ 0.10 ¦ 82.90¦ 82.95¦ 82.90¦ 19.92¦ 3.83¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 0.20 ¦ 82.79¦ 82.90¦ 82.79¦ 19.91¦ 0.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.01¦ 0.20 ¦ 82.90¦ 82.90¦ 82.90¦ 19.90¦ 1.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 0.20 ¦ 82.00¦ 83.05¦ 82.80¦ 20.22¦ 116.72¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 0.20 ¦ 83.00¦ 83.05¦ 83.05¦ 19.89¦ 1.49¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦28.05.01¦ 1.80 ¦ 89.90¦ 90.02¦ 90.00¦ 18.79¦ 5.05¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 1.90 ¦ 89.70¦ 90.04¦ 89.87¦ 18.83¦ 0.62¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.01¦ 1.90 ¦ 89.70¦ 90.20¦ 90.20¦ 18.80¦ 28.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 2.00 ¦ 89.96¦ 90.25¦ 90.10¦ 18.70¦ 14.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 2.00 ¦ 90.20¦ 90.40¦ 90.21¦ 18.55¦ 3.99¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦28.05.01¦ 2.03 ¦ 77.00¦ 77.00¦ 77.00¦ 21.72¦ 0.07¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 2.06 ¦ 77.00¦ 77.00¦ 77.00¦ 21.73¦ 0.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 2.11 ¦ 76.90¦ 76.90¦ 76.90¦ 21.81¦ 1.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.06.01¦ 2.14 ¦ 76.90¦ 76.90¦ 76.90¦ 21.82¦ 2.57¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦28.05.01¦ 2.03 ¦ 70.20¦ 70.50¦ 70.50¦ 22.36¦ 0.10¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.05.01¦ 2.06 ¦ 70.50¦ 70.98¦ 70.55¦ 22.14¦ 6.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.05.01¦ 2.08 ¦ 70.10¦ 70.90¦ 70.90¦ 22.11¦ 4.59¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.05.01¦ 2.11 ¦ 70.60¦ 70.60¦ 70.60¦ 22.19¦ 2.00¦ ¦
L---------+--------+-------+------+------+------+------+-------+-------
Часть 2
ОСНОВНЫЕ ХАРАКТЕРИСТИКИ БЛИЖАЙШИХ КУПОННЫХ ВЫПЛАТ ПО ОФЗ
---------T-----------------------T-------T--------T-------------¬
¦Регистр.¦Дата выплаты ближайшего¦Дней до¦Купонная¦Размер купона¦
¦ номер ¦ купона ¦выплаты¦ ставка ¦ в рублях ¦
¦выпуска ¦ ¦купона ¦(% год.)¦ ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2002 ¦ 287 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 103 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 75 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 179 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 179 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 179 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 287 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 287 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 287 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 179 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.08.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 22.08.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.06.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.06.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.07.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.07.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.08.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 22.08.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.06.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.06.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.07.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 173 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.07.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
L--------+-----------------------+-------+--------+--------------
Часть 3
ОСНОВНЫЕ ХАРАКТЕРИСТИКИ ОБРАЩАЮЩИХСЯ ВЫПУСКОВ
ГКО - ОФЗ - ОБР
---------T--------T--------T-----T-------T------T--------T----------T---------¬
¦Регистр.¦Дата ¦Дата ¦Срок ¦Кол-во ¦Кол-во¦ Кол-во ¦ Объем ¦Неразмещ.¦
¦ номер ¦размеще-¦погаше- ¦до ¦траншей¦дораз-¦досрочн.¦в обращ., ¦остаток, ¦
¦выпуска ¦ния ¦ния ¦пога-¦ (вкл. ¦меще- ¦выкупов ¦млн. руб. ¦млн. руб.¦
¦ ¦ ¦ ¦шения¦ осн.) ¦ний ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21144 ¦31.01.01¦01.08.01¦ 61 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 60 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21146 ¦28.02.01¦27.06.01¦ 26 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 285 ¦ 1 ¦ ¦ ¦ 2780.313¦ 219.687¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 124 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 138 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 166 ¦ 1 ¦ 2 ¦ ¦ 2194.374¦ 805.626¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 287 ¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 103 ¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 75 ¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 179 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 544 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 909 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 197 ¦ ¦ ¦ 2 ¦ 31817.901¦ 1748.901¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 652 ¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1018 ¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1383 ¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1275 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 250 ¦ ¦ ¦ ¦ 9498.267¦ 490.483¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 355 ¦ ¦ ¦ ¦ 9498.267¦ 490.483¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 369 ¦ ¦ ¦ ¦ 9498.267¦ 490.483¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 474 ¦ ¦ ¦ ¦ 9498.267¦ 490.483¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 495 ¦ ¦ ¦ ¦ 9498.267¦ 490.483¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 600 ¦ ¦ ¦ ¦ 9498.267¦ 490.483¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 614 ¦ ¦ ¦ ¦ 9498.267¦ 490.483¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 719 ¦ ¦ ¦ ¦ 9498.267¦ 490.483¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 733 ¦ ¦ ¦ ¦ 9498.267¦ 490.483¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 838 ¦ ¦ ¦ ¦ 9498.267¦ 490.483¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 859 ¦ ¦ ¦ ¦ 9498.267¦ 490.483¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 901 ¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 964 ¦ ¦ ¦ ¦ 9498.267¦ 490.483¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦291736.912¦21833.147¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦28.05.01¦29.05.01¦30.05.01¦31.05.01¦01.06.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.73 ¦ 14.72 ¦ 15.13 ¦ 14.64 ¦ 15.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.09 ¦ 15.00 ¦ 15.23 ¦ 15.18 ¦ 15.08 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 15.25 ¦ 15.27 ¦ 15.69 ¦ 15.57 ¦ 15.89 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 18.00 ¦ 18.14 ¦ 18.18 ¦ 18.14 ¦ 17.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 16.78 ¦ 13.80 ¦ 15.03 ¦ 11.64 ¦ 14.51 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 14.59 ¦ 17.28 ¦ 17.03 ¦ 15.64 ¦ 17.15 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 15.25 ¦ 15.27 ¦ 15.69 ¦ 15.57 ¦ 15.89 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 17.97 ¦ 17.65 ¦ 17.85 ¦ 18.37 ¦ 17.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.01 ¦ 0.03 ¦ 0.02 ¦ 0.00 ¦ 0.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.12 ¦ 0.58 ¦ 0.49 ¦ 0.87 ¦ 0.19 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.24 ¦ 0.18 ¦ 0.12 ¦ 0.27 ¦ 1.16 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.14 ¦ 0.46 ¦ 0.34 ¦ 0.31 ¦ 0.17 ¦
L--------------------------+--------+--------+--------+--------+---------
--------------------------------
<*> Рассчитывается как средняя простая доходность по ГКО и эффективная доходность по ОФЗ, взвешенная по срокам до погашения и объемам в обращении.
<**> Рассчитывается как средняя простая доходность по ГКО и эффективная доходность по ОФЗ, взвешенная по срокам до погашения и оборотам вторичного рынка.
Часть 5
НЕКОТОРЫЕ МАКРОХАРАКТЕРИСТИКИ РЫНКА ГКО - ОФЗ - ОБР
------------------------T---------T---------T---------T---------T---------¬
¦ ¦ 28.05.01¦ 29.05.01¦ 30.05.01¦ 31.05.01¦ 01.06.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦191735.53¦191735.53¦191735.53¦191735.53¦191736.91¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 19974.69¦ 19974.69¦ 19974.69¦ 19974.69¦ 19974.69¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31817.60¦ 31817.60¦ 31817.60¦ 31817.60¦ 31817.90¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122785.37¦122785.37¦122785.37¦122785.37¦122786.44¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦185782.18¦185670.32¦185595.02¦185765.07¦186033.85¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 19118.27¦ 19125.22¦ 19116.52¦ 19134.91¦ 19147.76¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17302.44¦ 17317.87¦ 17303.14¦ 17314.77¦ 17323.89¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 29424.91¦ 29434.46¦ 29386.73¦ 29415.37¦ 29383.83¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦119936.55¦119792.78¦119788.64¦119900.03¦120178.37¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 406.73¦ 405.45¦ 404.62¦ 403.58¦ 402.97¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 120.31¦ 119.31¦ 118.30¦ 117.31¦ 116.30¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 163.29¦ 162.64¦ 161.82¦ 160.69¦ 159.77¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 201.00¦ 200.00¦ 199.00¦ 198.00¦ 197.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 537.97¦ 536.72¦ 535.83¦ 534.78¦ 534.06¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> МНС РФ от 01.06.2001 n ВП-6-18/434 <О ПИСЬМЕ ЦБ РФ от 09.04.2001 n 02-29-1/1289>  »
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